Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49518.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45457.68 Kr¶

PnL: ---------------------------------------> 401.68 Kr¶

DD now: ---------------------------------> -6.78 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:17:19.245120'

Anic Portfolio¶

Today¶

Return: 1.321 %¶

This Week¶

Return: 0.438 %¶

Total portfolio value¶

Return including deposits: 62.112 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.740000 1673.100000 204.100000 13.890000 1468.999998
Sedana Medical 93 5.070000 2698.860000 177.860000 7.060000 2521.000011
Orrön Energy 180 5.430000 2168.100000 125.100000 6.120000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 4.040000 991.000000 56.000000 5.990000 935.000000
JM 6 3.760000 910.800000 46.800000 5.420000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.280000 895.200000 41.200000 4.820000 854.000000
Catena 2 3.690000 832.800000 40.800000 5.150000 792.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 2.800000 995.280000 28.280000 2.920000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
OX2 13 1.010000 950.040000 0.040000 0.000000 949.999999
EQT 4 0.290000 830.400000 -1.600000 -0.190000 832.000000
Byggmax Group 33 0.140000 954.360000 -1.640000 -0.170000 956.000001
ASSA ABLOY B 3 -0.660000 770.700000 -8.300000 -1.070000 779.000001
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 -2.150000 912.000000 -28.000000 -2.980000 940.000000
VEF 909 0.200000 1821.640000 -28.360000 -1.530000 1850.000436
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Addnode Group B 11 -2.200000 881.650000 -39.350000 -4.270000 921.000003
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Hexagon B 26 0.580000 3409.900000 -51.100000 -1.480000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -0.910000 1043.400000 -65.600000 -5.920000 1109.000001
BHG Group 97 2.360000 1387.100000 -71.900000 -4.930000 1458.999989
TOTAL 45457.680000 401.680000 -6.77981% 45056.000411

Updated:¶

'2023-07-04 13:17:36.039287'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶